+19.1%
ITW vs PLUG
-72.9%
+92.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.2% | -1.6% |
| 7D | -1.9% | +3.8% | -5.7% | -2.0% |
| 30D | -10.4% | +2.8% | -13.2% | -10.5% |
| 3M | +3.5% | -25.4% | +29.0% | +4.3% |
| 6M | -3.4% | -0.5% | -2.9% | -3.9% |
| YTD | +8.5% | +10.2% | -1.6% | +7.3% |
| 1Y | +3.2% | +53.9% | -50.7% | -0.2% |
| All | +19.1% | -72.9% | +92.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PLUG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling